ee3e799de1
주요 변경: - tools/build_rebalance_engine_v1.py: REBALANCE_ENGINE_V1 신규 * account_snapshot 직접 합산(_build_snap_position_map) → 소수주 분리 행 병합 * 레짐 소스 macro.REGIME_PRELIM 최우선 (GAS 와 동일) - src/gas_adapter_parts/gdf_06_rebalance.gs: runRebalanceSheet_() 신규 * Logger.log / getSpreadsheet_() 로 run_all 연동 수정 - src/gas_adapter_parts/gdc_01_fetch_fundamentals.gs * _mergePositionRecord_(): 소수주 중복 행 합산 신규 * parseInt → parseFloat (qty, availQty) - src/gas_adapter_parts/gdf_01_price_metrics.gs * 미보유 종목 SELL_READY → WATCH_EXIT_SIGNAL - spec/41_release_dag.yaml: build_rebalance_sheet 노드 추가 (step_count 63) - spec/51_formula_lifecycle_registry.yaml: REBALANCE_ENGINE_V1 등록 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
115 lines
4.0 KiB
Python
115 lines
4.0 KiB
Python
"""build_vacuous_pass_audit_v1.py — NON_VACUOUS_PASS_GUARD_V1
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RC2 수정: row_count=0 / sample_n < min_samples 게이트가 PASS로 집계되어
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점수를 부풀리는 문제 감지. 미달 게이트를 WATCH_PENDING_SAMPLE로 강제 강등.
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"""
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from __future__ import annotations
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import json
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import re
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from pathlib import Path
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from v7_hardening_common import ROOT, TEMP, save_json
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MIN_SAMPLES_DEFAULT = 30
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EFFECTIVE_N_FIELDS = ["sample_count", "row_count", "evaluated_count", "samples", "n",
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"sample_n", "cases_analyzed", "t5_sample", "t20_sample",
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"op_t5_sample", "op_t20_sample"]
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KNOWN_VACUOUS_GATES = [
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# (file_stem, gate_field, n_field, label)
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("value_preservation_scorer_v2", "gate", "row_count", "VALUE_PRESERVATION_SCORER_V2"),
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("rebound_sell_efficiency_v1", "gate", "sample_n", "rebound_efficiency_score"),
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("late_rebound_bucket_score_v1", "gate", "sample_n", "late_rebound_bucket_score"),
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("late_chase_attribution_v4", "gate", "samples", "late_chase_attribution_v4"),
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("smart_money_liquidity_evidence_gate_v5", "gate", "sample_count", "smart_money_liquidity_evidence"),
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("live_trade_outcome_ledger_v1", "gate", "live_count", "live_trade_outcome_ledger"),
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]
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def _get_effective_n(obj: dict) -> int | None:
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for field in EFFECTIVE_N_FIELDS:
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val = obj.get(field)
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if val is not None:
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try:
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return int(val)
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except (TypeError, ValueError):
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pass
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return None
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def _audit_known_gates(violations: list, demotions: list) -> None:
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for file_stem, gate_field, n_field, label in KNOWN_VACUOUS_GATES:
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path = TEMP / f"{file_stem}.json"
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if not path.exists():
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continue
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try:
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obj = json.loads(path.read_text(encoding="utf-8"))
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except Exception:
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continue
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gate_val = str(obj.get(gate_field) or "").upper()
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n_val = _get_effective_n({n_field: obj.get(n_field)})
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if n_val is None:
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n_val = _get_effective_n(obj)
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if n_val is None:
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n_val = 0
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is_pass = gate_val == "PASS"
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is_low_n = n_val < MIN_SAMPLES_DEFAULT
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if is_pass and is_low_n:
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label_str = f"[PASS_INVALID_LOW_N: n={n_val} < {MIN_SAMPLES_DEFAULT}]"
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violations.append({
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"formula": label,
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"file": str(path.name),
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"gate_field": gate_field,
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"gate_value": gate_val,
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"effective_n": n_val,
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"min_samples": MIN_SAMPLES_DEFAULT,
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"required_demotion": "WATCH_PENDING_SAMPLE",
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"label": label_str,
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})
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elif is_low_n and gate_val not in ("", "UNKNOWN"):
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demotions.append({
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"formula": label,
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"file": str(path.name),
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"gate_field": gate_field,
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"gate_value": gate_val,
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"effective_n": n_val,
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"min_samples": MIN_SAMPLES_DEFAULT,
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"status": "ALREADY_NON_PASS" if not is_pass else "WATCH_PENDING_SAMPLE",
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})
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def main() -> int:
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violations: list = []
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demotions: list = []
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_audit_known_gates(violations, demotions)
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vacuous_pass_count = len(violations)
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gate = "PASS" if vacuous_pass_count == 0 else "FAIL"
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result = {
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"formula_id": "NON_VACUOUS_PASS_GUARD_V1",
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"gate": gate,
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"vacuous_pass_gate_count": vacuous_pass_count,
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"min_samples_default": MIN_SAMPLES_DEFAULT,
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"violations": violations,
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"demotions_already_non_pass": demotions,
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"enforcement_note": (
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"PASS 분자에 포함 금지: " + ", ".join(v["formula"] for v in violations)
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if violations else "공허한 PASS 게이트 없음"
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),
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}
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save_json(str(TEMP / "vacuous_pass_audit_v1.json"), result)
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print(json.dumps(result, ensure_ascii=False, indent=2))
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return 0 if gate == "PASS" else 1
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if __name__ == "__main__":
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raise SystemExit(main())
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